UBS Fixed Income Presentation Deck

CET1 capital and RWA walk CET1 capital USD bn 44.6 1Q23 31.1 Acquired CS CET1 5.0 +80% 0.3 acquisition date Transitional CET1 PPA negative adjustments goodwill as of the (0.4) (0.3) PBT ex. Current tax Other¹ expense 80.3 2Q23 Risk weighted assets USD bn 321.7 1Q23 154.1 6.9 +73% 8.5 64.0 Credit and Non- counterparty counterparty- risk credit risk related risk 1.4 Market Operational Currency risk² effects UBS 1 Includes foreign currency translation effects of +0.4bn, before tax, negative 0.5bn dividend accruals for the current year, negative 0.1bn amortization of transitional CET1 PPA adjustments and movements related to other items; 2 The aggregation of the advanced measurement approach models considering diversification effects resulted in 10bn operational risk RWA reduction in 2Q23 556.6 Credit Suisse 237.7 2Q23 24

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